+3,273.6%
WFC vs RCL
+5,843.1%
-2,569.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.8% |
| 7D | +0.1% | +5.0% | -4.8% | -1.5% |
| 30D | +2.9% | +19.4% | -16.5% | -3.1% |
| 3M | -1.4% | +5.9% | -7.4% | -3.9% |
| 6M | +14.3% | +23.8% | -9.5% | +4.9% |
| YTD | -6.2% | +22.8% | -29.0% | -15.2% |
| 1Y | +1.6% | +34.3% | -32.7% | -11.2% |
| 3Y | +126.9% | +276.4% | -149.5% | +35.7% |
| 5Y | +94.0% | +281.6% | -187.6% | +6.5% |
| 10Y | +134.0% | +379.0% | -245.0% | -2.3% |
| All | +3,273.6% | +5,843.1% | -2,569.5% | +484.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling